Saving a Hero

I have made lots of heroes and I cannot find any of them. I click Skirmish and it forces me to create a new one. Is there no way to save our heroes? I really do not want to have to make a hero for a single game. I'd like to level him up and get him items, but it's impossible atm. :c

Btw, I do want to say that I love the mod. It's clear heart and soul have been put into it.